+75.6%
HST vs IFF
+44.8%
+30.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.2% |
| 7D | +3.3% | -3.3% | +6.6% | +3.9% |
| 30D | +16.4% | +5.3% | +11.1% | +14.9% |
| 3M | +5.5% | +8.9% | -3.4% | +3.5% |
| 6M | +31.1% | +26.3% | +4.8% | +24.8% |
| YTD | +55.9% | +32.2% | +23.8% | +46.6% |
| 1Y | +75.6% | +45.8% | +29.9% | +65.4% |
| All | +75.6% | +44.8% | +30.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling